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~isPartOf:"CORE discussion papers : DP"
~person:"Aamodt, Geir"
~person:"Acosta, Alejandro"
~person:"Bauwens, Luc"
~person:"Hanck, Christoph"
~person:"Lux, Thomas"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~source:"econis"
~subject:"Zeitreihenanalyse"
~type:"book"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Theorie
13
Theory
13
Time series analysis
8
ARCH model
7
ARCH-Modell
7
Volatility
4
Volatilität
4
Bayes-Statistik
3
Bayesian inference
3
Correlation
3
Dynamische Wirtschaftstheorie
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Economic dynamics
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Korrelation
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Exchange rate
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Financial market
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Forecast
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8
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Aamodt, Geir
Acosta, Alejandro
Bauwens, Luc
Hanck, Christoph
Lux, Thomas
Phillips, Peter C. B.
Sibbertsen, Philipp
Rombouts, Jeroen V. K.
4
Dufays, Arnaud
3
Preminger, Arie
2
Van Bellegem, Sébastien
2
Bouezmarni, Taoufik
1
Braione, Manuela
1
Breitung, Jörg
1
Carpantier, Jean-François
1
Deschamps, Philippe J.
1
Hafner, Christian M.
1
Hafter, Christian
1
Hautsch, Nikolaus
1
Hsiao, Cheng
1
Laurent, Sébastien
1
Storti, Giuseppe
1
Sucarrat, Genaro
1
Wang, Shin-huei
1
Yang, Yukai
1
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CORE discussion papers : DP
Cowles Foundation discussion paper
36
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
23
Economics working paper
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
CORE discussion paper : DP
6
Kiel working paper
5
Discussion papers / UCL, Département des Sciences Economiques
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
CREATES research paper
2
CoFE discussion papers
2
Discussion paper / B
2
Discussion papers / Department of Economics, University of California San Diego
2
Akademische Abhandlungen zur Mathematik
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Cardiff economics working papers
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Finmap working paper
1
LIDAM discussion paper CORE
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Ruhr economic papers
1
SFB 649 discussion paper
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Statistiske doktoravhandlinger / Sosialøkonomisk Institutt, Universitetet i Oslo
1
Strathclyde discussion papers in economics
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
1
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ECONIS (ZBW)
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A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011581858
Saved in:
2
Forecasting long memory processes subject to structural breaks
Wang, Shin-huei
;
Bauwens, Luc
;
Hsiao, Cheng
-
2012
Persistent link: https://www.econbiz.de/10009731091
Saved in:
3
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
4
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
5
Modelling financial high frequency data using point processes
Bauwens, Luc
(
contributor
);
Hautsch, Nikolaus
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375931
Saved in:
6
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003396156
Saved in:
7
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
8
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
(
contributor
);
Sucarrat, Genaro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003328223
Saved in:
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